ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

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CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

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	param	t-stat
$ω$	0.0002	8.56
$α$	0.1819	14.10
$β$	0.7463	125.22
$γ$	0.1436	4.98

V-Lab

Invesco Floating Rate Municipal Income ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.18% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco Floating Rate Municipal Income ETF Analyses